Abstract
This paper examines a type of symmetric quasi-Newton update for use in nonlinear optimization algorithms. The updates presented here impose additional properties on the Hessian approximations that do not result if the usual quasi-Newton updating schemes are applied to certain Gibbs free energy minimization problems. The updates derived in this paper are symmetric matrices that satisfy a given matrix equation and are least squares solutions to the secant equation. A general representation for this class of updates is given. The update in this class that has the minimum weighted Frobenius norm is also presented.
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This work was done at Sandia National Laboratories and supported by the US Dept. of Energy under contract no. DE-AC04-76DP00789.
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Salane, D.E. Symmetric minimum-norm updates for use in gibbs free energy calculations. Mathematical Programming 36, 145–156 (1986). https://doi.org/10.1007/BF02592022
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DOI: https://doi.org/10.1007/BF02592022